To get up and running with the examples run webserver.py in the scripts directory to start a webserver on port 8080. Load a web browser and visit http://localhost:8080/doc/html/web/examples.html and you should see the examples page of the documentation. You don't need to install the modules to run the tests, they will run from the unzipped source directory.
If you are using a UNIX operating system you will need to set the permissions of the files you wish to test so that the web server has permission to execute them. You can do this with the following command from a terminal:
> chmod -R 755 doc/src/lib
This will recursively change the permissions of the test scripts to allow the webserver to execute them.
Some of the tests use the Web Server Gateway Interface server. These can be tested by running WSGIserver.py in the scripts directory and visiting http://localhost:8000/doc/html/web/examples.html